+330.5%
MRSH vs SYF
+326.7%
+3.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -5.9% | -1.3% | -4.5% | -5.6% |
| 30D | -7.3% | -1.1% | -6.2% | -7.1% |
| 3M | +7.4% | +7.4% | 0.0% | +5.2% |
| 6M | -0.7% | +16.2% | -16.9% | -4.7% |
| YTD | -3.2% | -6.1% | +3.0% | -2.7% |
| 1Y | -10.6% | +3.4% | -14.0% | -12.3% |
| 3Y | -4.6% | +162.9% | -167.4% | -28.6% |
| 5Y | +19.3% | +85.6% | -66.3% | -5.0% |
| 10Y | +217.3% | +262.7% | -45.5% | +89.7% |
| All | +330.5% | +326.7% | +3.7% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling